Question: Two investment advisors are comparing performance. Advisor A averaged a 24% return with a portfolio beta of 2.50 and Advisor B averaged an 19% return

Two investment advisors are comparing performance. Advisor A averaged a 24% return with a portfolio beta of 2.50 and Advisor B averaged an 19% return with a portfolio beta of 1.75. If the T-bill rate was 2.75% and the market return during the period was 10.25%, which advisor was the better stock picker? Briefly, why?

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